You have to take out alternate sections of wall 3-4 bricks long by 3-4 course high, chase the inner leaf joint at a suitable level and then fit the tray. Then you do the adjacent sections and make sure you lap (and tape/seal the lap not just lap) the tray sections to form a continuous tray. You can use wide DPC - 300 or 450 width.
You may have to pack the replaced bricks with slate like you do when fitting a steel beam.
When you come to render, as its a lean-to, fit a stainless stop bead just above where the flashing will be, and chase the flashing into the wall, not the render.